Support Board

SCSFExport scsf_ScaleInOutDemo3(SCStudyInterfaceRef sc)
{
if (sc.SetDefaults)
{
sc.GraphName = "ScaleInOut Demo 3";
sc.AutoLoop = 0;
    sc.GraphRegion = 0;
    sc.MaximumPositionAllowed = 10;
    sc.AllowMultipleEntriesInSameDirection = true;
sc.SupportAttachedOrdersForTrading = true;
sc.UseGUIAttachedOrderSetting = false;
    // Only 1 trade for each Order Action type is allowed per bar.
    sc.AllowOnlyOneTradePerBar = false;
    sc.AllowEntryWithWorkingOrders = true;
    sc.AllowOppositeEntryWithOpposingPositionOrOrders = true;
    
    // This is false by default. Orders will go to the simulation system always.
    sc.SendOrdersToTradeService = false;
    
    
sc.FreeDLL = 1;
return;
}
  
  
  SCString msg;
  
// Only run study at close of bar. have tried combinations of BAR_HAS_NOT_CLOSED etc but does not change outcome
if (sc.GetBarHasClosedStatus(sc.Index) != BHCS_BAR_HAS_CLOSED)
    return;

  
  
  
  sc.SupportTradingScaleIn = 1;


  s_SCPositionData PositionData;
  sc.GetTradePosition(PositionData);
  
  if ( PositionData.PositionQuantity ==0 ){


    sc.SupportTradingScaleOut = 1;

    // Example: Buy Market Order with attached orders
    s_SCNewOrder order;
    order.OrderType = SCT_ORDERTYPE_MARKET;
    order.OrderQuantity = 3;
    order.Target1Offset = .50; // 50 ticks above
    order.Stop1Offset = -.50; // 50 ticks below
    order.AttachedOrderStop1Type = SCT_ORDERTYPE_STOP;
    order.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT;
    order.OCOGroup1Quantity=3;

    // Submit first buy order
    
  

    int result = sc.BuyEntry(order);
    if ( result > 0) {
    
      msg.Format("index=%u,1st Orderid = %u, sc.SupportTradingScaleOut = %u, sc.ArraySize-1 =%u ", sc.Index, order.InternalOrderID, sc.SupportTradingScaleOut, sc.ArraySize-1);
      sc.AddMessageToLog(msg, 1);
    }
  }
  else if ( PositionData.PositionQuantity >0 ){
  
    // Disable scale-out for next order
    sc.SupportTradingScaleOut = 0;
    if (sc.SupportTradingScaleOut == 0){
      
      s_SCNewOrder order2;
      // Submit new sell order with attached orders
      order2.Target1Offset = -.10; // 10 ticks below entry
      order2.Stop1Offset = .10; // 10 ticks above entry
      order2.OrderType = SCT_ORDERTYPE_STOP;
      order2.Price1 = sc.Low[sc.Index] -sc.TickSize;
      order2.OrderQuantity = 1;
      order2.OCOGroup1Quantity=1;
      
      sc.SellEntry(order2); // This should be treated as a new parent order, with attached orders. Except it isnt.
    
      msg.Format("index=%u,Reversal Orderid = %u, sc.SupportTradingScaleOut = %u, sc.ArraySize-1=%u", sc.Index, order2.InternalOrderID, sc.SupportTradingScaleOut,sc.ArraySize-1);
      sc.AddMessageToLog(msg, 1);
    
    }
    
    
    
  }
  
}